Last price paid | 0.75 | |
Change | -7.41% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +131.82% |
Year to date (YTD) | +226.09% |
1 month | +50.00% |
3 months | -13.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 94.44 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 6.00 |
Implied volatility | 0.28 |
ISIN | CH1268391906 |
Symbol | SREJTZ |
Security | 126839190 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.09.2023 |
Premium | 1.69% |
Premium p.a. | 6.05% |
Leverage | 7.15 |
Implied volatility | 27.84% |
Moneyness | in-the-money |
Leverage | 6.0036 |
Delta | 0.8392 |
Gamma | 0.0008 |
Theta | -0.0011 |
Rho | 0.0107 |
Vega | 0.0071 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 111.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.33 |
Swiss Life Hldg | 636.60 |
ABB Ltd | 50.22 |
ZURICH INSURANCE | 473.90 |
Swiss Re | 109.45 |
Name | Price |
---|---|
Alcon AG | 78.84 |
Compagnie Financi... | 141.35 |
NOVARTIS N | 93.56 |
SONOVA HLDG N | 273.00 |
Lonza Group | 475.00 |